Image de couverture de livre

Learning to optimize convex risk measures: The cases of utility-based shortfall risk and optimized certainty equivalent risk

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Gupte, Sumedh, A., Prashanth L., Bhat, Sanjay P.
Format:	Preprint
Publié:	2025
Sujets:	Computational Engineering, Finance, and Science Mathematical Finance Computation
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Risk-sensitive reinforcement learning using expectiles, shortfall risk and optimized certainty equivalent risk
par: Gupte, Sumedh, et autres
Publié: (2026)

Identifying and Quantifying Financial Bubbles with the Hyped Log-Periodic Power Law Model
par: Cao, Zheng, et autres
Publié: (2025)

Distortion risk measures: Prudence, coherence, and the expected shortfall
par: Massimiliano Amarante, et autres
Publié: (2024)

Quantifying Bounded Rationality: Formal Verification of Simon's Satisficing Through Flexible Stochastic Dominance
par: Li, Jingyuan, et autres
Publié: (2025)

Designing On-Chain Options: Amortizing Perpetual Options
par: Bichuch, Maxim, et autres
Publié: (2026)

Option pricing model under the G-expectation framework
par: Pei, Ziting, et autres
Publié: (2026)

TOPress: a MATLAB implementation for topology optimization of structures subjected to design-dependent pressure loads
par: Kumar, Prabhat
Publié: (2023)

An empirical study of market risk factors for Bitcoin
par: Singh, Shubham
Publié: (2024)

A Token-FCM based risk assessment method for complex engineering designs
par: Wang, Guan, et autres
Publié: (2025)

KANOP: A Data-Efficient Option Pricing Model using Kolmogorov-Arnold Networks
par: Handal, Rushikesh, et autres
Publié: (2024)

Optimization of utility-based shortfall risk: A non-asymptotic viewpoint
par: Gupte, Sumedh, et autres
Publié: (2023)

Block-diagonal idiosyncratic covariance estimation in high-dimensional factor models for financial time series
par: Žignić, Lucija, et autres
Publié: (2024)

Fraud detection and risk assessment of online payment transactions on e-commerce platforms based on LLM and GCN frameworks
par: Luo, RuiHan, et autres
Publié: (2025)

Assessing skin thermal injury risk in exposure tests of heating until flight
par: Wang, Hongyun, et autres
Publié: (2024)

A 3D virtual geographic environment for flood representation towards risk communication
par: Li, Weilian, et autres
Publié: (2025)

Capturing cash non-additivity and horizon risk via BSDEs and generalized shortfall
par: Di Nunno, Giulia, et autres
Publié: (2026)

Shell topology optimization based on level set method
par: Kobayashi, Hiroki, et autres
Publié: (2024)

Infrastructure-enabled risk assessment of hazardous road conditions on rural roads during inclement weather
par: Saba, Suhala Rabab, et autres
Publié: (2025)

Resilience-based post disaster recovery optimization for infrastructure system via Deep Reinforcement Learning
par: Liang, Huangbin, et autres
Publié: (2024)

Minimizing the Value-at-Risk of Loan Portfolio via Deep Neural Networks
par: Di Wang, Albert, et autres
Publié: (2025)

Design of thermal meta-structures made of functionally graded materials using isogeometric density-based topology optimization
par: Jansari, Chintan, et autres
Publié: (2024)

Convolutional optimization with convex kernel and power lift
par: Lu, Zhipeng
Publié: (2025)

On performance bounds for topology optimization
par: Dalklint, Anna, et autres
Publié: (2024)

Thermodynamic topology optimization for hardening materials
par: Kick, Miriam, et autres
Publié: (2021)

Denture reinforcement via topology optimization
par: Altunay, Rabia, et autres
Publié: (2023)

Model-based reinforcement corrosion prediction: Continuous calibration with Bayesian optimization and corrosion wire sensor data
par: Potnis, A., et autres
Publié: (2024)

Bayesian Windkessel calibration using optimized 0D surrogate models
par: Richter, Jakob, et autres
Publié: (2024)

Discretization-optimized Bayesian model calibration for nonlinear constitutive modeling in heat conduction
par: Silva, Rodrigo L. S., et autres
Publié: (2026)

GALÆXI: Solving complex compressible flows with high-order discontinuous Galerkin methods on accelerator-based systems
par: Kempf, Daniel, et autres
Publié: (2024)

Predicting food taste with bound-driven optimization
par: Tagkopoulos, Pagkratis, et autres
Publié: (2026)

Mastering truss structure optimization with tree search
par: Garayalde, Gabriel, et autres
Publié: (2024)

Balancing the exploration-exploitation trade-off in active learning for surrogate model-based reliability analysis via multi-objective optimization
par: Moran, Jonathan A., et autres
Publié: (2025)

Topology optimization of contact-aided thermo-mechanical regulators
par: Dalklint, Anna, et autres
Publié: (2024)

Real-time topology optimization via learnable mappings
par: Garayalde, Gabriel, et autres
Publié: (2023)

Computational synthesis of locomotive soft robots by topology optimization
par: Kobayashi, Hiroki, et autres
Publié: (2023)

Topology optimization of contact-aided compliant mechanisms for tracing multi-kink paths
par: Kumar, Prabhat, et autres
Publié: (2024)

Defining metric-aware size-shape measures to validate and optimize curved high-order meshes
par: Aparicio-Estrems, Guillermo, et autres
Publié: (2024)

A novel Taguchi-based approach for optimizing neural network architectures: application to elastic short fiber composites
par: Nikzad, Mohammad Hossein, et autres
Publié: (2024)

A multi-objective optimization framework for terrain modification based on a combined hydrological and earthwork cost-benefit
par: Xu, Hanwen, et autres
Publié: (2024)

Multiscale topology optimization of functionally graded lattice structures based on physics-augmented neural network material models
par: Stollberg, Jonathan, et autres
Publié: (2024)